cchallu
commented
2 years ago Hi @gorold. You are right; the stacks predict the "change in value" from the last available value. The N-BEATS model proposed this idea, and we maintain it for the N-HiTS.
Thanks for noting is not in the paper, we will add it in future iterations of the paper.
Hi! I have some queries about the following line of code - this seems make your implemented model somewhat different from what you specified in your paper: https://github.com/cchallu/n-hits/blob/7b12bd3cef2e444d50803f8776b55e9606a4a1b6/src/models/nhits/nhits.py#L330 My understanding is that this line of code specifies that the final forecast also includes the first value of the lookback window, meaning you are predicting the "change in value" rather than the actual time series value. Is there any reason for doing this? Thank you for your time!